This is a strategy based on price and volume breakout

The instrument considered are constituents of NIFTY METAL index

Wednesday April 8 2020 / @Shudh

The Strategy indicators and evaluation Module

1. ATR is used for this strategy
2. CAGR, Volatility, Sharpe and Maximum Drawdown are NOT used to evaluate the strategy
3. Custom day trading parameters are used to ascertain the accuracy and points returned by the strategy

**Breakout strategy With Candle Span 3minute**

** For the series March2020**

Trade signal visualization for COALINDIA

**Date 2020-02-27 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-27 14:48:00	171.5	172.6	171.25	172.5	260092	0.425	172.6	170.7	260092.0	0.0	Buy	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-27 15:15:00	174.1	174.55	174.0	174.45	228696	0.4675	174.55	171.0	390006.0	-0.002642	NA	Sell_Sq

Points Earned 1.9499999999999886

**Date 2020-02-28 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-28 11:03:00	170.15	170.40	170.05	170.2	545915	0.570	170.4	167.50	545915.0	0.0	Buy	NA
2020-02-28 15:00:00	169.60	170.05	169.25	170.0	508668	0.315	170.5	169.25	508668.0	0.0	Sell	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-28 11:21:00	170.10	170.15	169.25	169.35	58087	0.5000	170.4	167.6	545915.0	-0.002881	NA	Sell
2020-02-28 15:15:00	167.75	169.60	167.50	168.65	482758	0.5525	170.5	167.5	508668.0	-0.002720	NA	Buy

Points Lost -0.8499999999999943

Points Earned 1.3499999999999943

**Date 2020-03-02 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-02 14:27:00	173.5	173.65	172.7	172.75	143550	0.3875	174.15	172.7	143550.0	0.0	Sell	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-02 15:15:00	168.75	169.4	168.3	169.25	137191	0.8925	173.75	168.3	610617.0	-0.00501	NA	Buy_Sq

Points Earned 3.5

**Date 2020-03-03 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-03 12:45:00	174.90	175.4	174.85	175.05	307776	0.3950	175.4	172.9	307776.0	0.0	Buy	NA
2020-03-03 14:39:00	175.95	176.8	175.85	176.75	235009	0.4275	176.8	175.0	235009.0	0.0	Buy	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-03 13:00:00	175.15	175.2	174.45	174.45	81888	0.3950	175.4	173.30	307776.0	-0.002098	NA	Sell
2020-03-03 15:15:00	178.40	178.7	178.10	178.65	418783	0.5325	178.7	175.35	458113.0	-0.002929	NA	Sell_Sq

Points Lost -0.6000000000000227

Points Earned 1.9000000000000057

**Date 2020-03-04 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-04 12:54:00	177.65	177.75	176.65	176.75	186407	0.4375	179.00	176.65	186407.0	0.0	Sell	NA
2020-03-04 14:06:00	175.15	175.55	174.60	174.80	165895	0.6150	177.40	174.60	165895.0	0.0	Sell	NA
2020-03-04 14:57:00	177.90	178.65	177.80	178.50	295921	0.7350	178.65	174.10	295921.0	0.0	Buy	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-04 12:57:00	176.75	177.25	176.70	177.25	95727	0.4575	179.00	176.65	186407.0	-0.002469	NA	Buy
2020-03-04 14:18:00	174.40	175.50	174.30	175.30	79296	0.6750	177.40	174.10	165895.0	-0.003639	NA	Buy
2020-03-04 15:15:00	177.85	178.40	177.85	178.15	124794	0.6950	178.65	174.30	295921.0	-0.003893	NA	Sell_Sq

Points Lost -0.5

Points Lost -0.5

Points Lost -0.3499999999999943

**Date 2020-03-05 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-05 12:48:00	176.7	178.0	176.5	177.55	255967	0.5775	178.0	175.0	255967.0	0.0	Buy	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-05 13:33:00	178.0	178.15	177.35	177.35	64173	0.5975	178.5	175.5	255967.0	-0.003258	NA	Sell

Points Lost -0.20000000000001705

**Date 2020-03-06 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-06 09:15:00	166.7	170.0	166.5	169.95	420245	1.05	178.5	166.5	420245.0	0.0	Sell	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-06 11:24:00	170.35	171.15	170.25	171.05	72399	0.51	171.25	169.7	156208.0	-0.00291	NA	Buy

Points Lost -1.1000000000000227

**Date 2020-03-09 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-09 09:15:00	165.8	166.55	163.1	164.95	726638	0.7550	170.35	163.1	726638.0	0.0	Sell	NA
2020-03-09 12:45:00	161.2	161.30	160.6	160.95	279777	0.4325	162.75	160.6	279777.0	0.0	Sell	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-09 09:18:00	164.8	165.75	164.5	165.75	709970	0.7950	170.35	163.1	726638.0	-0.004556	NA	Buy
2020-03-09 12:57:00	159.2	160.00	159.0	159.95	174475	0.5475	162.75	158.7	362868.0	-0.003223	NA	Buy

Points Lost -0.8000000000000114

Points Earned 1.0

**Date 2020-03-11 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-12 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-12 11:51:00	152.4	152.55	151.3	151.50	771142	1.0250	156.15	151.3	771142.0	0.0	Sell	NA
2020-03-12 13:57:00	155.7	158.00	155.5	156.75	1562219	0.8150	158.00	154.2	1562219.0	0.0	Buy	NA
2020-03-12 15:12:00	153.9	157.00	153.7	155.60	2899214	1.0625	157.00	151.0	2899214.0	0.0	Buy	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-12 12:18:00	153.3	154.60	153.20	154.00	186764	0.8850	156.15	150.15	1077078.0	-0.005471	NA	Buy
2020-03-12 14:03:00	156.0	156.15	155.05	155.15	165035	0.8350	158.00	154.80	1562219.0	-0.005353	NA	Sell
2020-03-12 15:15:00	155.6	155.70	155.00	155.30	273562	1.0725	157.00	151.00	2899214.0	-0.006828	NA	Sell_Sq

Points Lost -2.5

Points Lost -1.5999999999999943

Points Lost -0.29999999999998295

**Date 2020-03-13 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-16 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-17 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-18 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-18 12:12:00	146.0	146.4	145.6	145.90	133067	0.5825	147.80	145.6	133067.0	0.0	Sell	NA
2020-03-18 15:03:00	146.7	146.7	146.0	146.15	495691	0.5850	148.45	146.0	495691.0	0.0	Sell	NA
2020-03-18 15:21:00	144.2	145.1	143.6	144.90	1909012	0.8900	148.40	143.6	1909012.0	0.0	Sell	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-18 12:18:00	146.30	147.35	146.25	146.90	122815	0.5950	147.80	145.60	133067.0	-0.003882	NA	Buy
2020-03-18 15:12:00	144.15	146.30	144.10	145.25	611018	0.7925	148.45	144.05	948489.0	-0.004973	NA	Buy
2020-03-18 15:24:00	145.20	147.00	145.10	146.80	708984	0.9500	147.90	143.60	1909012.0	-0.006105	NA	Buy

Points Lost -1.0

Points Earned 0.9000000000000057

Points Lost -1.9000000000000057

**Date 2020-03-19 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-19 13:15:00	128.45	128.45	126.65	127.0	567272	0.635	129.6	126.65	567272.0	0.0	Sell	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-19 13:27:00	126.0	126.95	125.9	126.9	134795	0.6975	129.6	125.4	567272.0	-0.005368	NA	Buy

Points Earned 0.09999999999999432

**Date 2020-03-20 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-20 11:27:00	125.5	127.25	125.5	127.10	239854	0.6325	127.25	125.20	239854.0	0.0	Buy	NA
2020-03-20 13:18:00	129.0	130.35	128.8	130.35	438125	0.7675	130.35	125.55	438125.0	0.0	Buy	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-20 12:36:00	126.5	126.5	125.75	125.75	134041	0.6800	127.75	125.75	173433.0	-0.005476	NA	Sell
2020-03-20 13:51:00	131.7	132.0	130.35	130.50	454163	0.7875	132.80	126.90	454163.0	-0.005577	NA	Sell

Points Lost -1.3499999999999943

Points Earned 0.15000000000000568

**Date 2020-03-23 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-23 12:33:00	129.9	130.9	129.75	130.0	250556	0.5425	130.9	126.0	250556.0	0.0	Buy	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-23 13:03:00	131.8	132.0	130.6	130.75	176195	0.5425	132.35	128.0	250556.0	-0.003623	NA	Sell

Points Earned 0.75

**Date 2020-03-24 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-25 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-25 11:21:00	125.85	125.90	125.4	125.4	62861	0.385	127.20	125.4	62861.0	0.0	Sell	NA
2020-03-25 13:33:00	125.85	125.85	124.3	124.7	315086	0.415	126.65	124.3	315086.0	0.0	Sell	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-25 11:27:00	125.65	126.1	125.6	126.1	47440	0.3925	127.20	125.25	62861.0	-0.003055	NA	Buy
2020-03-25 14:48:00	124.10	124.7	124.1	124.7	69612	0.4425	125.05	123.80	125003.0	-0.003492	NA	Buy

Points Lost -0.6999999999999886

Points Earned 0.0

**Date 2020-03-26 00:00:00**

Entry signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-26 09:15:00	126.0	126.55	124.55	125.65	414337	0.620	126.55	123.80	414337.0	0.0	Buy	NA
2020-03-26 12:15:00	123.7	123.75	122.25	122.25	513364	0.680	124.15	122.25	513364.0	0.0	Sell	NA
2020-03-26 12:27:00	122.4	122.55	121.50	121.65	1150461	0.695	124.05	121.50	1150461.0	0.0	Sell	NA

Exit signal visualization for COALINDIA

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-26 10:24:00	126.8	126.80	125.75	125.80	130826	0.575	127.00	124.35	338673.0	-0.004379	NA	Sell
2020-03-26 12:18:00	122.2	122.95	122.15	122.95	155950	0.685	124.15	122.15	513364.0	-0.005532	NA	Buy
2020-03-26 14:09:00	122.1	122.95	122.10	122.70	189227	0.405	122.95	121.55	358842.0	-0.003063	NA	Buy

Points Earned 0.14999999999999147

Points Lost -0.7000000000000028

Points Lost -1.0499999999999972

Trade signal visualization for HINDALCO

**Date 2020-02-27 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-27 12:36:00	167.8	167.8	166.95	167.25	237833	0.305	168.05	166.95	237833.0	0.0	Sell	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-27 12:42:00	166.7	167.2	166.55	167.0	96653	0.355	168.05	166.5	237833.0	-0.001993	NA	Buy

Points Earned 0.25

**Date 2020-02-28 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-28 09:15:00	162.00	162.00	159.85	161.30	437892	0.7525	168.80	159.85	437892.0	0.0	Sell	NA
2020-02-28 12:57:00	158.55	159.80	158.50	159.55	267925	0.4875	159.80	157.70	267925.0	0.0	Buy	NA
2020-02-28 15:00:00	158.30	158.35	157.30	157.50	526418	0.4850	159.45	157.30	526418.0	0.0	Sell	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-28 09:18:00	161.40	162.20	161.05	162.20	230195	0.7975	168.80	159.85	437892.0	-0.004644	NA	Buy
2020-02-28 13:03:00	159.15	159.35	158.70	158.70	60468	0.4775	159.80	157.75	267925.0	-0.003031	NA	Sell
2020-02-28 15:15:00	155.75	156.50	155.45	155.45	434314	0.7100	159.45	154.10	526418.0	-0.004299	NA	Buy_Sq

Points Lost -0.8999999999999773

Points Lost -0.8500000000000227

Points Earned 2.0500000000000114

**Date 2020-03-02 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-02 15:00:00	153.5	153.55	150.45	151.1	288506	0.6875	156.3	150.45	288506.0	0.0	Sell	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-02 15:15:00	147.9	149.3	147.55	149.05	235895	1.035	155.4	146.9	422626.0	-0.006482	NA	Buy

Points Earned 2.049999999999983

**Date 2020-03-03 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-04 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-05 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-05 09:15:00	162.70	167.8	162.60	165.75	640285	0.9125	167.8	158.85	640285.0	0.0	Buy	NA
2020-03-05 15:09:00	156.15	156.2	155.45	155.80	216927	0.5950	157.9	155.45	216927.0	0.0	Sell	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-05 09:24:00	164.45	164.65	162.75	162.85	257916	1.0125	167.8	159.30	640285.0	-0.005716	NA	Sell
2020-03-05 15:15:00	155.60	155.75	154.85	155.20	271251	0.6225	157.9	154.85	330380.0	-0.003905	NA	Buy_Sq

Points Lost -2.9000000000000057

Points Earned 0.6000000000000227

**Date 2020-03-06 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-06 09:15:00	148.95	149.50	140.55	144.00	819079	1.4075	157.20	140.55	819079.0	0.0	Sell	NA
2020-03-06 11:12:00	149.30	149.45	148.30	148.65	250491	0.5025	149.45	147.50	250491.0	0.0	Buy	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-06 09:18:00	143.95	146.00	143.7	146.0	289611	1.4975	156.90	140.55	819079.0	-0.009680	NA	Buy
2020-03-06 11:30:00	149.15	149.35	148.5	148.6	66942	0.4975	149.45	147.50	250491.0	-0.003168	NA	Sell

Points Lost -2.0

Points Lost -0.05000000000001137

**Date 2020-03-09 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-09 12:54:00	143.05	143.05	141.40	142.05	233702	0.5525	145.40	141.40	233702.0	0.0	Sell	NA
2020-03-09 14:54:00	143.65	144.25	143.25	143.55	442930	0.5650	144.25	141.45	442930.0	0.0	Buy	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-09 12:57:00	142.05	143.30	141.65	143.15	152167	0.6225	145.40	141.40	233702.0	-0.003874	NA	Buy
2020-03-09 15:15:00	144.15	144.25	143.10	143.20	281519	0.5675	144.55	141.65	442930.0	-0.003781	NA	Sell

Points Lost -1.0999999999999943

Points Lost -0.35000000000002274

**Date 2020-03-11 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-11 12:54:00	139.65	140.05	139.45	140.0	187852	0.495	141.35	139.45	187852.0	0.0	Sell	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-11 14:12:00	138.3	139.15	138.0	139.15	82391	0.6775	141.85	138.0	215713.0	-0.004642	NA	Buy

Points Earned 0.8499999999999943

**Date 2020-03-12 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-12 09:15:00	130.00	130.00	126.70	128.90	401256	1.0825	140.15	126.70	401256.0	0.0	Sell	NA
2020-03-12 12:21:00	126.95	128.00	126.80	127.55	317069	0.9025	128.00	123.55	317069.0	0.0	Buy	NA
2020-03-12 14:33:00	121.95	121.95	120.45	121.25	775667	0.9275	126.60	120.45	775667.0	0.0	Sell	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-12 09:30:00	126.30	128.15	126.25	128.10	190448	1.400	139.65	126.00	401256.0	-0.010397	NA	Buy
2020-03-12 12:30:00	127.25	127.35	126.35	126.35	87762	0.910	128.00	123.55	317069.0	-0.007148	NA	Sell
2020-03-12 15:15:00	120.15	120.15	119.70	119.90	151412	1.215	124.95	118.15	775667.0	-0.010219	NA	Buy_Sq

Points Earned 0.8000000000000114

Points Lost -1.2000000000000028

Points Earned 1.3499999999999943

**Date 2020-03-13 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-16 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-16 09:15:00	120.8	120.8	116.3	118.4	390051	1.7875	130.0	116.3	390051.0	0.0	Sell	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-16 09:24:00	117.6	119.55	117.3	119.5	196699	1.8325	130.0	116.3	390051.0	-0.014917	NA	Buy

Points Lost -1.0999999999999943

**Date 2020-03-17 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-17 14:12:00	116.4	117.5	116.15	117.25	141087	0.6225	118.9	116.15	141087.0	0.0	Sell	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-17 15:15:00	115.1	115.7	114.85	115.7	293517	0.7425	118.4	114.3	315418.0	-0.006278	NA	Buy_Sq

Points Earned 1.5499999999999972

**Date 2020-03-18 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-19 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-19 13:06:00	106.3	107.85	106.2	107.15	267004	0.735	107.85	103.3	267004.0	0.0	Buy	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-19 13:15:00	106.05	106.1	104.85	105.05	72699	0.81	107.85	103.45	267004.0	-0.00719	NA	Sell

Points Lost -2.1000000000000085

**Date 2020-03-20 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-20 13:54:00	105.55	105.75	104.1	104.5	258204	0.7975	107.70	104.1	258204.0	0.0	Sell	NA
2020-03-20 15:18:00	106.30	106.75	105.2	106.4	503119	0.9250	106.75	102.2	503119.0	0.0	Buy	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-20 15:00:00	103.7	104.70	103.70	104.55	116240	0.9125	104.70	101.55	484961.0	-0.008688	NA	Buy
2020-03-20 15:21:00	106.5	106.65	105.65	106.10	255013	0.9225	106.75	102.20	503119.0	-0.008694	NA	Sell_Sq

Points Lost -0.04999999999999716

Points Lost -0.30000000000001137

**Date 2020-03-23 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-24 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-24 14:30:00	89.0	89.8	89.0	89.8	1488528	0.68	89.8	87.05	1488528.0	0.0	Buy	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-24 14:33:00	89.7	89.9	88.8	89.05	110161	0.695	89.9	87.05	1488528.0	-0.007572	NA	Sell

Points Lost -0.75

**Date 2020-03-25 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-25 11:30:00	90.6	91.1	90.45	90.5	77072	0.4275	91.1	89.3	77072.0	0.0	Buy	NA
2020-03-25 13:21:00	95.8	97.1	95.20	97.1	265158	0.6725	97.1	91.2	265158.0	0.0	Buy	NA

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-25 12:30:00	92.20	92.60	91.25	91.35	126257	0.4025	92.60	90.45	126257.0	-0.003986	NA	Sell
2020-03-25 13:33:00	96.75	96.75	95.00	95.70	125582	0.7200	97.15	91.70	265158.0	-0.006951	NA	Sell

Points Earned 0.8499999999999943

Points Lost -1.3999999999999915

**Date 2020-03-26 00:00:00**

Entry signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for HINDALCO

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Trade signal visualization for JINDALSTEL

**Date 2020-02-27 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-27 12:51:00	166.05	166.35	165.6	166.15	279636	0.4425	166.35	164.85	279636.0	0.0	Buy	NA
2020-02-27 14:54:00	167.50	167.90	167.4	167.70	282253	0.4550	167.90	166.45	282253.0	0.0	Buy	NA
2020-02-27 15:15:00	167.90	168.55	167.7	168.35	454415	0.4850	168.55	166.50	454415.0	0.0	Buy	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-27 13:12:00	167.40	167.50	166.8	166.90	128974	0.5175	168.05	164.85	444860.0	-0.002957	NA	Sell
2020-02-27 15:00:00	168.05	168.10	167.5	167.55	154278	0.4750	168.25	166.45	287594.0	-0.002782	NA	Sell
2020-02-27 15:18:00	168.45	168.75	168.1	168.45	267231	0.5050	168.75	166.50	454415.0	-0.002881	NA	Sell_Sq

Points Earned 0.75

Points Lost -0.14999999999997726

Points Earned 0.09999999999999432

**Date 2020-02-28 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-28 09:15:00	158.00	162.20	158.00	160.05	1192758	1.0925	169.65	158.00	1192758.0	0.0	Sell	NA
2020-02-28 12:33:00	158.35	160.35	158.30	159.85	877804	0.6725	160.35	156.70	877804.0	0.0	Buy	NA
2020-02-28 15:03:00	157.00	157.10	153.55	153.80	799464	0.7725	159.65	153.55	799464.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-28 09:18:00	160.3	161.75	160.05	161.75	410316	1.1425	169.65	158.00	1192758.0	-0.006780	NA	Buy
2020-02-28 14:03:00	158.7	158.70	158.00	158.05	171089	0.5650	159.80	158.00	228528.0	-0.003607	NA	Sell
2020-02-28 15:15:00	153.5	154.90	153.40	153.90	310009	0.9325	159.65	152.35	799464.0	-0.005654	NA	Buy_Sq

Points Lost -1.6999999999999886

Points Lost -1.799999999999983

Points Lost -0.09999999999999432

**Date 2020-03-02 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-02 12:54:00	161.05	161.05	159.85	160.4	433480	0.5525	163.4	159.85	433480.0	0.0	Sell	NA
2020-03-02 14:45:00	159.50	159.60	157.40	157.5	580835	0.6125	161.9	157.40	580835.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-02 12:57:00	160.5	161.15	160.45	161.00	174706	0.5625	163.3	159.85	433480.0	-0.003433	NA	Buy
2020-03-02 14:48:00	157.5	158.85	157.40	158.65	374692	0.6650	161.9	157.40	580835.0	-0.003874	NA	Buy

Points Lost -0.5999999999999943

Points Lost -1.1500000000000057

**Date 2020-03-03 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-04 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-04 13:09:00	150.85	150.85	149.05	149.15	745142	0.6875	152.9	149.05	745142.0	0.0	Sell	NA
2020-03-04 14:18:00	151.60	153.40	151.50	153.10	610165	0.8600	153.4	149.20	610165.0	0.0	Buy	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-04 13:12:00	149.25	150.35	148.75	149.85	357991	0.7425	152.9	148.75	745142.0	-0.004588	NA	Buy
2020-03-04 14:21:00	153.10	153.10	152.05	152.20	262792	0.8825	153.4	149.20	610165.0	-0.005617	NA	Sell

Points Lost -0.6999999999999886

Points Lost -0.9000000000000057

**Date 2020-03-05 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-05 13:27:00	156.7	157.15	156.4	157.15	147093	0.535	157.15	155.3	147093.0	0.0	Buy	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-05 13:33:00	156.8	156.85	155.45	155.5	236089	0.6	157.15	155.3	236089.0	-0.003522	NA	Sell

Points Lost -1.6500000000000057

**Date 2020-03-06 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-06 09:15:00	140.0	146.45	140.0	145.25	799540	1.3775	155.65	140.0	799540.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-06 09:24:00	145.6	147.6	145.2	147.55	483899	1.5625	155.65	140.0	799540.0	-0.010113	NA	Buy

Points Lost -2.3000000000000114

**Date 2020-03-09 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-09 09:15:00	141.25	141.85	138.35	138.4	623773	1.075	147.55	138.35	623773.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-09 11:39:00	135.7	136.45	135.6	136.45	107961	0.5775	136.5	133.8	255563.0	-0.004254	NA	Buy

Points Earned 1.950000000000017

**Date 2020-03-11 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-11 09:15:00	130.6	131.45	129.05	130.10	820183	0.9700	133.65	129.05	820183.0	0.0	Sell	NA
2020-03-11 12:36:00	128.0	129.35	127.95	129.05	528459	0.6400	129.35	126.45	528459.0	0.0	Buy	NA
2020-03-11 15:21:00	126.6	126.80	126.30	126.60	425239	0.6075	128.45	126.30	425239.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-11 09:18:00	130.00	131.6	129.8	131.55	589968	1.0150	133.65	129.05	820183.0	-0.007401	NA	Buy
2020-03-11 13:51:00	127.65	127.7	126.5	126.55	430406	0.8075	130.80	126.50	981051.0	-0.006052	NA	Sell
2020-03-11 15:24:00	126.60	126.7	126.1	126.30	153591	0.6050	128.45	126.10	425239.0	-0.004776	NA	Buy_Sq

Points Lost -1.450000000000017

Points Lost -2.500000000000014

Points Earned 0.29999999999999716

**Date 2020-03-12 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-12 09:15:00	119.75	120.85	108.2	113.85	1314898	1.4675	128.45	108.2	1314898.0	0.0	Sell	NA
2020-03-12 12:24:00	119.70	120.40	119.4	120.35	497136	0.7625	120.40	115.1	497136.0	0.0	Buy	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-12 11:12:00	114.40	115.35	114.35	115.2	270354	0.7775	116.85	113.0	317213.0	-0.006797	NA	Buy
2020-03-12 12:30:00	120.55	120.85	119.00	119.1	200229	0.8525	121.35	115.4	497136.0	-0.006654	NA	Sell

Points Lost -1.3500000000000085

Points Lost -1.25

**Date 2020-03-13 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-13 12:33:00	116.95	124.00	116.90	123.65	1085545	1.7050	124.0	107.70	1085545.0	0.0	Buy	NA
2020-03-13 14:15:00	118.80	119.45	117.15	117.35	467633	1.2475	122.0	117.15	467633.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-13 12:39:00	124.70	125.00	120.9	121.90	306934	2.0125	127.7	107.8	1085545.0	-0.014914	NA	Sell
2020-03-13 14:21:00	116.95	118.35	116.6	118.25	161072	1.2800	122.0	116.6	467633.0	-0.010617	NA	Buy

Points Lost -1.75

Points Lost -0.9000000000000057

**Date 2020-03-16 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-16 12:27:00	110.15	110.65	109.75	110.55	221879	0.6625	113.7	109.75	221879.0	0.0	Sell	NA
2020-03-16 13:48:00	109.65	109.90	108.25	108.90	392478	0.7000	112.4	108.25	392478.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-16 12:36:00	110.30	111.95	110.20	111.65	141387	0.760	112.95	109.75	221879.0	-0.006264	NA	Buy
2020-03-16 14:24:00	106.95	108.70	106.85	108.25	251367	0.835	111.50	106.80	392478.0	-0.007356	NA	Buy

Points Lost -1.1000000000000085

Points Earned 0.6500000000000057

**Date 2020-03-17 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-17 09:15:00	111.0	114.10	111.0	112.30	567938	1.145	114.1	107.6	567938.0	0.0	Buy	NA
2020-03-17 13:48:00	112.3	112.45	111.5	112.35	248068	0.680	115.0	111.5	248068.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-17 09:21:00	113.05	113.15	111.05	111.20	315357	1.2025	114.1	108.00	567938.0	-0.010465	NA	Sell
2020-03-17 14:12:00	110.55	112.10	110.25	111.75	248118	0.7600	115.0	110.25	268170.0	-0.006225	NA	Buy

Points Lost -1.0999999999999943

Points Earned 0.5999999999999943

**Date 2020-03-18 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-18 09:15:00	112.00	112.10	109.8	110.70	552795	1.07	112.10	105.95	552795.0	0.0	Buy	NA
2020-03-18 12:48:00	103.65	103.75	101.6	101.95	323909	0.72	104.35	101.60	323909.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-18 09:18:00	110.60	110.6	108.60	109.0	477935	1.0775	112.10	105.95	552795.0	-0.009666	NA	Sell
2020-03-18 13:03:00	101.45	102.5	101.35	102.4	106576	0.7975	104.35	100.70	323909.0	-0.007411	NA	Buy

Points Lost -1.7000000000000028

Points Lost -0.45000000000000284

**Date 2020-03-19 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-19 09:15:00	95.15	98.3	95.15	97.7	683803	1.090	102.9	95.15	683803.0	0.0	Sell	NA
2020-03-19 14:42:00	95.70	96.2	95.10	96.2	649760	0.955	99.9	95.10	649760.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-19 11:09:00	97.65	98.90	97.25	98.7	132171	0.9100	99.0	95.15	258242.0	-0.008897	NA	Buy
2020-03-19 15:15:00	93.05	93.05	91.90	92.2	245571	0.9075	98.7	91.90	709561.0	-0.009738	NA	Buy_Sq

Points Lost -1.0

Points Earned 4.0

**Date 2020-03-20 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-20 11:36:00	96.7	98.4	96.6	98.15	642258	0.5825	98.4	94.5	642258.0	0.0	Buy	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-20 12:12:00	101.1	101.2	100.2	100.2	132146	0.855	101.25	94.9	699256.0	-0.008136	NA	Sell

Points Earned 2.049999999999997

**Date 2020-03-23 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-24 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-24 09:15:00	94.00	94.0	91.25	92.0	322794	1.0425	94.0	86.00	322794.0	0.0	Buy	NA
2020-03-24 14:12:00	90.05	91.1	89.35	91.1	204128	0.7525	92.1	89.35	204128.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-24 09:24:00	92.05	92.25	90.6	90.60	180380	1.215	94.00	86.00	322794.0	-0.012296	NA	Sell
2020-03-24 15:06:00	90.40	91.45	90.3	91.45	127693	0.760	92.05	89.35	204128.0	-0.008142	NA	Buy

Points Lost -1.4000000000000057

Points Lost -0.3500000000000085

**Date 2020-03-25 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-25 12:39:00	90.15	90.50	89.40	90.3	235210	0.4425	90.60	89.40	235210.0	0.0	Sell	NA
2020-03-25 14:36:00	93.50	94.85	93.05	94.5	347457	0.6325	94.85	91.45	347457.0	0.0	Buy	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-25 12:54:00	90.6	91.35	90.6	91.3	145669	0.4475	91.35	89.40	235210.0	-0.004915	NA	Buy
2020-03-25 14:54:00	93.4	93.60	92.9	92.9	121113	0.6700	94.85	92.65	347457.0	-0.007158	NA	Sell

Points Lost -1.0

Points Lost -1.5999999999999943

**Date 2020-03-26 00:00:00**

Entry signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-26 09:33:00	93.4	95.45	93.00	94.45	490147	0.9300	95.45	90.15	490147.0	0.0	Buy	NA
2020-03-26 12:36:00	92.3	93.30	92.20	93.10	322025	0.4550	93.30	90.95	322025.0	0.0	Buy	NA
2020-03-26 15:18:00	89.5	89.85	89.05	89.10	351338	0.5975	91.75	89.05	351338.0	0.0	Sell	NA
2020-03-26 15:24:00	87.8	88.00	87.50	87.95	559853	0.5900	91.40	87.50	559853.0	0.0	Sell	NA

Exit signal visualization for JINDALSTEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-26 11:33:00	92.25	92.25	91.65	91.65	38007	0.4925	94.1	91.65	862210.0	-0.005447	NA	Sell
2020-03-26 13:27:00	91.60	91.65	91.05	91.15	55243	0.4950	93.3	91.05	322025.0	-0.005265	NA	Sell
2020-03-26 15:21:00	89.10	89.10	87.85	87.85	338934	0.6275	91.4	87.85	351338.0	-0.006661	NA	Buy_Sq
2020-03-26 15:27:00	87.95	88.55	87.85	88.25	224469	0.6025	91.4	87.50	559853.0	-0.006664	NA	Buy_Sq

Points Lost -2.799999999999997

Points Lost -1.9499999999999886

Points Earned 1.25

Points Lost -0.29999999999999716

Trade signal visualization for JSWSTEEL

**Date 2020-02-27 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-27 10:42:00	251.3	251.30	249.50	249.6	304380	0.8775	257.0	249.50	304380.0	0.0	Sell	NA
2020-02-27 12:42:00	253.7	255.70	253.65	255.0	348679	0.6300	255.7	252.00	348679.0	0.0	Buy	NA
2020-02-27 14:42:00	254.2	254.35	252.65	252.8	235508	0.7150	256.1	252.65	235508.0	0.0	Sell	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-27 11:21:00	251.15	252.45	251.15	252.20	177677	1.0075	254.3	248.35	304380.0	-0.003817	NA	Buy
2020-02-27 13:15:00	254.85	255.00	253.65	253.80	127035	0.6725	256.3	252.70	348679.0	-0.002461	NA	Sell
2020-02-27 14:51:00	252.45	253.45	252.35	253.35	39470	0.7725	255.8	252.00	235508.0	-0.002903	NA	Buy

Points Lost -2.5999999999999943

Points Lost -1.1999999999999886

Points Lost -0.549999999999983

**Date 2020-02-28 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-28 09:15:00	245.5	245.5	238.0	240.2	653038	1.68	255.2	238.0	653038.0	0.0	Sell	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-28 09:18:00	240.75	243.55	240.45	243.55	231644	1.8225	255.0	238.0	653038.0	-0.006946	NA	Buy

Points Lost -3.3500000000000227

**Date 2020-03-02 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-02 09:15:00	242.2	245.95	240.8	242.7	448800	1.675	245.95	232.65	448800.0	0.0	Buy	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-02 10:45:00	239.45	239.45	237.8	238.25	124715	1.01	243.85	237.8	169062.0	-0.004178	NA	Sell

Points Lost -4.449999999999989

**Date 2020-03-03 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-03 15:15:00	246.5	247.95	245.85	247.45	274412	1.1575	247.95	243.05	274412.0	0.0	Buy	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-03 15:18:00	247.6	248.0	246.8	247.1	90767	1.1875	248.0	243.05	274412.0	-0.004678	NA	Sell_Sq

Points Lost -0.3499999999999943

**Date 2020-03-04 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-05 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-05 13:45:00	247.70	248.05	246.8	247.2	159233	0.6475	249.00	246.8	159233.0	0.0	Sell	NA
2020-03-05 15:12:00	247.45	247.50	246.7	246.9	237098	0.7650	249.55	246.7	237098.0	0.0	Sell	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-05 13:51:00	247.1	248.4	247.0	248.20	70107	0.6575	249.0	246.8	159233.0	-0.002464	NA	Buy
2020-03-05 15:15:00	247.0	247.0	246.7	246.95	177518	0.7050	249.3	246.7	237098.0	-0.003089	NA	Buy_Sq

Points Lost -1.0

Points Lost -0.04999999999998295

**Date 2020-03-06 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-06 09:15:00	235.0	237.2	228.40	233.85	464151	1.5600	249.0	228.40	464151.0	0.0	Sell	NA
2020-03-06 10:48:00	234.0	234.0	232.35	232.65	247765	0.8775	237.4	232.35	247765.0	0.0	Sell	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-06 09:18:00	233.95	235.50	232.7	235.45	191876	1.6650	249.00	228.40	464151.0	-0.006627	NA	Buy
2020-03-06 10:51:00	232.70	234.05	232.4	233.90	63200	0.8975	237.25	232.35	247765.0	-0.003758	NA	Buy

Points Lost -1.5999999999999943

Points Lost -1.25

**Date 2020-03-09 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-09 12:45:00	230.0	230.05	229.15	229.30	95705	0.5325	231.35	229.15	95705.0	0.0	Sell	NA
2020-03-09 15:00:00	228.0	230.30	228.00	230.15	138261	0.9700	230.30	227.05	138261.0	0.0	Buy	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-09 12:57:00	228.85	229.85	228.10	229.7	67419	0.745	231.35	227.60	213589.0	-0.002972	NA	Buy
2020-03-09 15:06:00	229.60	229.75	228.05	228.5	76612	0.985	230.50	227.05	138261.0	-0.004124	NA	Sell

Points Lost -0.39999999999997726

Points Lost -1.6500000000000057

**Date 2020-03-11 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-11 13:06:00	224.8	225.8	224.8	225.05	536236	0.7225	225.8	222.8	536236.0	0.0	Buy	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-11 13:54:00	223.15	223.3	221.5	221.95	250580	0.905	225.8	221.5	536236.0	-0.003732	NA	Sell

Points Lost -3.1000000000000227

**Date 2020-03-12 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-12 09:15:00	210.0	211.95	203.75	206.65	763505	1.5725	224.40	203.75	763505.0	0.0	Sell	NA
2020-03-12 14:09:00	206.6	207.00	205.80	206.15	219444	1.1025	211.75	205.80	219444.0	0.0	Sell	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-12 09:24:00	201.00	204.85	200.4	204.7	205687	2.0975	224.30	199.35	763505.0	-0.009438	NA	Buy
2020-03-12 15:15:00	202.75	203.00	202.3	202.7	209003	1.3500	205.75	201.80	307290.0	-0.006687	NA	Buy_Sq

Points Earned 1.950000000000017

Points Earned 3.450000000000017

**Date 2020-03-13 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp

**Date 2020-03-16 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-16 13:57:00	194.5	194.5	192.25	192.8	486599	0.9625	197.5	192.25	486599.0	0.0	Sell	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-16 15:15:00	187.85	187.9	186.2	186.4	334114	1.5725	192.5	185.15	562808.0	-0.008173	NA	Buy_Sq

Points Earned 6.400000000000006

**Date 2020-03-17 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-17 12:09:00	187.85	188.0	185.9	186.1	471462	1.22	190.0	185.9	471462.0	0.0	Sell	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-17 13:03:00	184.0	185.5	183.85	185.1	102088	1.065	188.9	183.3	471462.0	-0.005486	NA	Buy

Points Earned 1.0

**Date 2020-03-18 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-18 11:48:00	171.35	171.6	169.7	170.0	390089	1.2475	175.8	169.7	390089.0	0.0	Sell	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-18 13:09:00	166.0	167.75	165.8	167.3	591544	1.4025	170.85	163.85	591544.0	-0.008433	NA	Buy

Points Earned 2.6999999999999886

**Date 2020-03-19 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-19 13:06:00	162.60	164.80	162.4	164.50	198677	1.3350	164.8	156.75	198677.0	0.0	Buy	NA
2020-03-19 15:00:00	158.25	162.25	157.5	162.05	256038	1.8025	166.0	157.50	256038.0	0.0	Sell	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-19 13:12:00	163.2	163.30	161.20	161.20	86280	1.445	165.7	157.55	198677.0	-0.008532	NA	Sell
2020-03-19 15:03:00	162.0	165.65	161.55	165.25	677467	1.885	166.0	157.50	677467.0	-0.011001	NA	Buy

Points Lost -3.3000000000000114

Points Lost -3.1999999999999886

**Date 2020-03-20 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-20 11:42:00	170.55	173.5	170.55	173.00	143482	1.0025	173.5	168.0	143482.0	0.0	Buy	NA
2020-03-20 15:09:00	173.65	175.9	173.45	175.75	192298	1.4625	175.9	168.6	192298.0	0.0	Buy	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-20 11:48:00	174.9	174.95	172.75	172.9	61899	1.1475	175.05	168.0	161621.0	-0.006164	NA	Sell
2020-03-20 15:15:00	176.5	177.35	176.00	177.0	206732	1.4625	177.35	168.6	206732.0	-0.008208	NA	Sell_Sq

Points Lost -0.09999999999999432

Points Earned 1.25

**Date 2020-03-23 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-23 12:15:00	145.10	145.40	143.75	144.05	150163	1.2375	151.80	143.75	150163.0	0.0	Sell	NA
2020-03-23 14:54:00	139.35	143.25	138.90	142.80	371473	1.4025	143.25	136.10	371473.0	0.0	Buy	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-23 12:42:00	140.85	142.6	140.85	142.55	32026	1.6300	149.4	140.6	236883.0	-0.010856	NA	Buy
2020-03-23 15:15:00	145.00	145.3	144.10	144.90	142861	1.4575	145.3	136.1	371473.0	-0.010069	NA	Sell_Sq

Points Earned 1.5

Points Earned 2.0999999999999943

**Date 2020-03-24 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-24 12:39:00	148.5	151.0	148.5	149.65	108389	0.9625	151.0	146.1	108389.0	0.0	Buy	NA
2020-03-24 14:54:00	144.8	147.5	144.2	147.15	494959	1.1825	147.5	144.0	494959.0	0.0	Buy	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-24 13:45:00	148.2	148.20	146.45	146.9	48122	0.9900	149.7	146.45	48122.0	-0.006387	NA	Sell
2020-03-24 15:15:00	146.7	147.75	146.50	147.0	164760	1.3275	148.5	144.00	494959.0	-0.008958	NA	Sell_Sq

Points Lost -2.75

Points Lost -0.15000000000000568

**Date 2020-03-25 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-25 11:09:00	149.35	150.80	149.0	149.7	81019	0.8975	150.80	146.75	81019.0	0.0	Buy	NA
2020-03-25 13:21:00	153.00	155.85	152.7	154.6	142282	0.8275	155.85	150.30	142282.0	0.0	Buy	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-25 12:51:00	153.0	153.0	151.90	152.1	27531	0.6025	153.3	149.7	48697.0	-0.003709	NA	Sell
2020-03-25 13:30:00	155.1	156.0	154.15	154.3	61337	0.9650	156.0	151.0	142282.0	-0.005783	NA	Sell

Points Earned 2.4000000000000057

Points Lost -0.29999999999998295

**Date 2020-03-26 00:00:00**

Entry signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-26 13:24:00	150.9	150.9	147.55	148.75	205650	0.815	152.25	147.55	205650.0	0.0	Sell	NA

Exit signal visualization for JSWSTEEL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-03-26 13:42:00	147.85	149.25	147.75	148.75	50246	0.925	152.25	147.1	205650.0	-0.00595	NA	Buy

Points Earned 0.0

Trade signal visualization for VEDL

**Date 2020-02-27 00:00:00**

Entry signal visualization for VEDL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-27 15:03:00	129.9	130.5	129.85	130.3	298877	0.315	130.5	128.55	298877.0	0.0	Buy	NA

Exit signal visualization for VEDL

	open	high	low	close	volume	ATR	roll_max_cp	roll_min_cp	roll_max_vol	ret	entry	exit
timeStamp
2020-02-27 15:15:00	130.9	131.3	130.85	131.2	271063	0.325	131.3	128.55	760628.0	-0.002426	NA	Sell_Sq

Points Earned 0.8999999999999773

YEAR 2019 - METAL STOCKS

**Breakout strategy With Candle Span 3minute**

** For the series January2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.210835	3.072722	0.015432	20	1.5	January2019	3minute
HINDALCO	0.154154	1.303475	0.029571	20	1.5	January2019	3minute
JINDALSTEL	0.123005	0.758681	0.057309	20	1.5	January2019	3minute
JSWSTEEL	0.654502	5.805885	0.021032	20	1.5	January2019	3minute
VEDL	0.263450	2.174365	0.039415	20	1.5	January2019	3minute
TATASTEEL	0.701246	6.980865	0.017034	20	1.5	January2019	3minute

** For the series February2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.044369	0.236969	0.030644	20	1.5	February2019	3minute
HINDALCO	0.021329	-0.033394	0.047727	20	1.5	February2019	3minute
JINDALSTEL	0.540398	2.626698	0.093107	20	1.5	February2019	3minute
JSWSTEEL	1.069348	6.834915	0.021873	20	1.5	February2019	3minute
VEDL	1.551517	8.290823	0.061151	20	1.5	February2019	3minute
TATASTEEL	0.158829	1.114348	0.037249	20	1.5	February2019	3minute

** For the series March2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.547323	5.489157	0.026249	20	1.5	March2019	3minute
HINDALCO	0.371794	3.158211	0.028334	20	1.5	March2019	3minute
JINDALSTEL	0.732074	4.856802	0.026091	20	1.5	March2019	3minute
JSWSTEEL	0.390114	3.940401	0.016114	20	1.5	March2019	3minute
VEDL	0.814966	6.621952	0.021345	20	1.5	March2019	3minute
TATASTEEL	0.695388	8.235279	0.025983	20	1.5	March2019	3minute

** For the series April2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	-0.075618	-1.465180	0.025702	20	1.5	April2019	3minute
HINDALCO	0.595254	6.258900	0.024244	20	1.5	April2019	3minute
JINDALSTEL	1.358405	8.375818	0.036801	20	1.5	April2019	3minute
JSWSTEEL	0.548663	6.055240	0.017520	20	1.5	April2019	3minute
VEDL	0.467953	3.462032	0.023621	20	1.5	April2019	3minute
TATASTEEL	0.587605	6.444706	0.020974	20	1.5	April2019	3minute

** For the series May2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.694735	7.204819	0.016566	20	1.5	May2019	3minute
HINDALCO	0.122517	1.282634	0.022119	20	1.5	May2019	3minute
JINDALSTEL	2.404980	11.173753	0.044511	20	1.5	May2019	3minute
JSWSTEEL	1.146370	9.093047	0.033757	20	1.5	May2019	3minute
VEDL	0.527747	4.346177	0.022798	20	1.5	May2019	3minute
TATASTEEL	0.402649	2.532309	0.033856	20	1.5	May2019	3minute

** For the series June2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.370186	4.327971	0.018062	20	1.5	June2019	3minute
HINDALCO	0.488195	5.147521	0.032739	20	1.5	June2019	3minute
JINDALSTEL	3.018811	17.046430	0.023994	20	1.5	June2019	3minute
JSWSTEEL	0.303658	2.548072	0.032933	20	1.5	June2019	3minute
VEDL	0.499779	4.492147	0.024930	20	1.5	June2019	3minute
TATASTEEL	0.059523	0.409051	0.018490	20	1.5	June2019	3minute

** For the series July2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.555040	6.695506	0.017842	20	1.5	July2019	3minute
HINDALCO	0.383051	3.411718	0.019338	20	1.5	July2019	3minute
JINDALSTEL	1.492861	7.697832	0.039973	20	1.5	July2019	3minute
JSWSTEEL	0.329520	2.770371	0.031344	20	1.5	July2019	3minute
VEDL	0.225219	1.604209	0.031584	20	1.5	July2019	3minute
TATASTEEL	-0.056502	-0.779437	0.044328	20	1.5	July2019	3minute

** For the series August2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	-0.083118	-1.118604	0.027234	20	1.5	August2019	3minute
HINDALCO	-0.118644	-1.331727	0.051465	20	1.5	August2019	3minute
JINDALSTEL	0.673400	2.655160	0.068997	20	1.5	August2019	3minute
JSWSTEEL	3.528776	18.483981	0.023404	20	1.5	August2019	3minute
VEDL	0.404910	2.282749	0.046472	20	1.5	August2019	3minute
TATASTEEL	1.111835	5.871056	0.039778	20	1.5	August2019	3minute

** For the series September2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	-0.301437	-3.512546	0.059227	20	1.5	September2019	3minute
HINDALCO	0.158850	1.408596	0.022164	20	1.5	September2019	3minute
JINDALSTEL	3.244869	14.733823	0.051181	20	1.5	September2019	3minute
JSWSTEEL	1.607587	10.222255	0.019187	20	1.5	September2019	3minute
VEDL	2.166415	15.239898	0.018848	20	1.5	September2019	3minute
TATASTEEL	5.918220	30.154444	0.024285	20	1.5	September2019	3minute

** For the series October2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	-0.170937	-2.150737	0.038509	20	1.5	October2019	3minute
HINDALCO	0.360295	2.990405	0.042517	20	1.5	October2019	3minute
JINDALSTEL	3.251450	15.586879	0.028894	20	1.5	October2019	3minute
JSWSTEEL	0.762739	5.426700	0.029125	20	1.5	October2019	3minute
VEDL	1.908888	13.438627	0.015952	20	1.5	October2019	3minute
TATASTEEL	0.933441	5.854669	0.025309	20	1.5	October2019	3minute

** For the series November2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.009581	-0.169457	0.049534	20	1.5	November2019	3minute
HINDALCO	0.014004	-0.128315	0.026774	20	1.5	November2019	3minute
JINDALSTEL	6.275772	21.905236	0.028015	20	1.5	November2019	3minute
JSWSTEEL	0.279350	1.997837	0.030663	20	1.5	November2019	3minute
VEDL	-0.000311	-0.207719	0.057364	20	1.5	November2019	3minute
TATASTEEL	1.431051	9.189888	0.016782	20	1.5	November2019	3minute

** For the series December2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.218897	2.767690	0.020398	20	1.5	December2019	3minute
HINDALCO	0.118061	0.923825	0.035179	20	1.5	December2019	3minute
JINDALSTEL	0.251730	1.059802	0.091399	20	1.5	December2019	3minute
JSWSTEEL	-0.146247	-1.700504	0.034209	20	1.5	December2019	3minute
VEDL	-0.043279	-0.630763	0.043617	20	1.5	December2019	3minute
TATASTEEL	0.449849	3.110967	0.044401	20	1.5	December2019	3minute

**Breakout strategy With Candle Span 5minute**

** For the series January2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.908294	9.304808	0.012829	20	1.5	January2019	5minute
HINDALCO	0.511430	5.211620	0.022021	20	1.5	January2019	5minute
JINDALSTEL	0.107663	0.502176	0.047472	20	1.5	January2019	5minute
JSWSTEEL	1.454751	10.871701	0.021872	20	1.5	January2019	5minute
VEDL	0.588640	4.133405	0.041958	20	1.5	January2019	5minute
TATASTEEL	0.684783	6.218266	0.015213	20	1.5	January2019	5minute

** For the series February2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.664811	5.234001	0.022783	20	1.5	February2019	5minute
HINDALCO	-0.574261	-6.161719	0.077895	20	1.5	February2019	5minute
JINDALSTEL	1.502240	6.137412	0.051916	20	1.5	February2019	5minute
JSWSTEEL	3.351016	14.699768	0.037804	20	1.5	February2019	5minute
VEDL	0.393871	1.845563	0.057215	20	1.5	February2019	5minute
TATASTEEL	-0.072815	-0.715409	0.048543	20	1.5	February2019	5minute

** For the series March2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	4.078774	31.136522	0.014328	20	1.5	March2019	5minute
HINDALCO	0.686465	5.561735	0.013027	20	1.5	March2019	5minute
JINDALSTEL	2.961796	16.485863	0.014204	20	1.5	March2019	5minute
JSWSTEEL	0.263152	2.422734	0.025318	20	1.5	March2019	5minute
VEDL	0.779983	5.344370	0.025062	20	1.5	March2019	5minute
TATASTEEL	1.466522	13.544176	0.011950	20	1.5	March2019	5minute

** For the series April2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.210807	2.000925	0.017522	20	1.5	April2019	5minute
HINDALCO	0.916661	7.335433	0.017272	20	1.5	April2019	5minute
JINDALSTEL	9.862652	46.351207	0.014641	20	1.5	April2019	5minute
JSWSTEEL	0.821715	7.378542	0.012708	20	1.5	April2019	5minute
VEDL	0.340825	2.160994	0.044965	20	1.5	April2019	5minute
TATASTEEL	3.550785	28.234463	0.017644	20	1.5	April2019	5minute

** For the series May2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.129853	0.985961	0.031945	20	1.5	May2019	5minute
HINDALCO	1.081402	8.320941	0.018856	20	1.5	May2019	5minute
JINDALSTEL	5.522812	20.643603	0.035570	20	1.5	May2019	5minute
JSWSTEEL	0.867334	5.532021	0.022763	20	1.5	May2019	5minute
VEDL	0.137012	0.720091	0.034454	20	1.5	May2019	5minute
TATASTEEL	5.196735	22.870791	0.034746	20	1.5	May2019	5minute

** For the series June2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.005443	-0.218122	0.023276	20	1.5	June2019	5minute
HINDALCO	-0.121326	-1.558776	0.050871	20	1.5	June2019	5minute
JINDALSTEL	-0.029391	-0.255820	0.080780	20	1.5	June2019	5minute
JSWSTEEL	1.491526	10.322221	0.027278	20	1.5	June2019	5minute
VEDL	0.146355	0.849986	0.029540	20	1.5	June2019	5minute
TATASTEEL	0.638388	4.430962	0.035173	20	1.5	June2019	5minute

** For the series July2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.413073	4.141183	0.022768	20	1.5	July2019	5minute
HINDALCO	0.804574	7.413680	0.008195	20	1.5	July2019	5minute
JINDALSTEL	-0.364706	-2.154370	0.096494	20	1.5	July2019	5minute
JSWSTEEL	1.103204	6.900457	0.020985	20	1.5	July2019	5minute
VEDL	0.310893	1.736816	0.032126	20	1.5	July2019	5minute
TATASTEEL	-0.201996	-1.991527	0.038417	20	1.5	July2019	5minute

** For the series August2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	-0.047346	-0.616311	0.027105	20	1.5	August2019	5minute
HINDALCO	-0.146289	-1.462625	0.050689	20	1.5	August2019	5minute
JINDALSTEL	0.948046	3.416398	0.062342	20	1.5	August2019	5minute
JSWSTEEL	2.480974	9.209435	0.024790	20	1.5	August2019	5minute
VEDL	3.113373	13.646931	0.033970	20	1.5	August2019	5minute
TATASTEEL	1.609950	8.137069	0.031764	20	1.5	August2019	5minute

** For the series September2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.665289	4.082917	0.024747	20	1.5	September2019	5minute
HINDALCO	3.120806	17.160516	0.022339	20	1.5	September2019	5minute
JINDALSTEL	0.897624	3.623760	0.047678	20	1.5	September2019	5minute
JSWSTEEL	0.018409	-0.051098	0.044007	20	1.5	September2019	5minute
VEDL	1.476920	7.652039	0.027223	20	1.5	September2019	5minute
TATASTEEL	3.528907	17.642187	0.026028	20	1.5	September2019	5minute

** For the series October2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.009329	-0.171200	0.021281	20	1.5	October2019	5minute
HINDALCO	0.672931	4.305626	0.034550	20	1.5	October2019	5minute
JINDALSTEL	5.236978	17.761656	0.051787	20	1.5	October2019	5minute
JSWSTEEL	2.963873	16.018403	0.028596	20	1.5	October2019	5minute
VEDL	0.726271	3.375584	0.032560	20	1.5	October2019	5minute
TATASTEEL	1.304232	6.772512	0.036107	20	1.5	October2019	5minute

** For the series November2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	-0.130901	-1.575147	0.051790	20	1.5	November2019	5minute
HINDALCO	0.693289	3.962290	0.047129	20	1.5	November2019	5minute
JINDALSTEL	0.735001	2.764342	0.032748	20	1.5	November2019	5minute
JSWSTEEL	0.356304	2.111116	0.026749	20	1.5	November2019	5minute
VEDL	-0.238258	-1.753552	0.057115	20	1.5	November2019	5minute
TATASTEEL	1.792224	9.811800	0.030957	20	1.5	November2019	5minute

** For the series December2019**

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	1.150269	10.425123	0.018272	20	1.5	December2019	5minute
HINDALCO	-0.240635	-2.048767	0.038943	20	1.5	December2019	5minute
JINDALSTEL	4.709539	15.526033	0.059130	20	1.5	December2019	5minute
JSWSTEEL	-0.148811	-1.361552	0.037402	20	1.5	December2019	5minute
VEDL	0.655881	3.239028	0.030704	20	1.5	December2019	5minute
TATASTEEL	0.659270	4.862810	0.020901	20	1.5	December2019	5minute

end of Backtest

**The complete KPI DF for best parameter optimization is below **

	Return	Sharpe Ratio	Max Drawdown	candles_in_strategy	vol_factor_in_breakout	series	candle_size
COALINDIA	0.210835	3.072722	0.015432	20	1.5	January2019	3minute
HINDALCO	0.154154	1.303475	0.029571	20	1.5	January2019	3minute
JINDALSTEL	0.123005	0.758681	0.057309	20	1.5	January2019	3minute
JSWSTEEL	0.654502	5.805885	0.021032	20	1.5	January2019	3minute
VEDL	0.263450	2.174365	0.039415	20	1.5	January2019	3minute
...	...	...	...	...	...	...	...
HINDALCO	-0.240635	-2.048767	0.038943	20	1.5	December2019	5minute
JINDALSTEL	4.709539	15.526033	0.059130	20	1.5	December2019	5minute
JSWSTEEL	-0.148811	-1.361552	0.037402	20	1.5	December2019	5minute
VEDL	0.655881	3.239028	0.030704	20	1.5	December2019	5minute
TATASTEEL	0.659270	4.862810	0.020901	20	1.5	December2019	5minute

144 rows × 7 columns

Visualization of the Key performance areas of strategy